Ah, that old - everything is better in Europe and even better still in the UK - Chestnut. It reeks of British imperial snobbery & arrogance and belongs in a bygone era reminiscent of colonial times. I thought things had matured a little and we'd moved on from that but evidently not. However, as a practical matter if you want to work in Europe you're better off training there because of the hoops they make you jump through, especially if you're on a budget. If you can get a green card then definitely train in the US. However
Afaik, just having a family member there isn't enough to guarantee one, but I could be wrong.